Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 0.363615 0.400397 0.441041 0.489620 0.546549 0.611710 0.692759
2025-10-19 0.311738 0.357019 0.410159 0.478089 0.564075 0.671388 0.818999
2025-10-26 0.281290 0.331780 0.393820 0.477476 0.590347 0.742222 0.971466
2025-11-02 0.252144 0.303700 0.369186 0.461056 0.591237 0.777264 1.080914
2025-11-09 0.227679 0.278625 0.345001 0.441056 0.582635 0.795318 1.166879
2025-11-16 0.214115 0.266262 0.335983 0.440183 0.600342 0.854489 1.334420
2025-11-23 0.207111 0.261828 0.336976 0.453181 0.640106 0.955556 1.608587
2025-11-30 0.197621 0.253053 0.330805 0.454360 0.660659 1.027433 1.851550
2025-12-07 0.188137 0.243506 0.322561 0.451155 0.672974 1.086258 2.089386
2025-12-14 0.178983 0.233771 0.313189 0.445005 0.678982 1.133732 2.320750
2025-12-21 0.169715 0.223287 0.301894 0.434525 0.675589 1.161164 2.512450
2025-12-28 0.165726 0.220305 0.301801 0.442609 0.707605 1.270975 3.006064
2026-01-04 0.163384 0.219798 0.305756 0.458493 0.758264 1.439964 3.844425
2026-01-11 0.156666 0.212234 0.297914 0.452718 0.764390 1.503687 4.358964
2026-01-18 0.151978 0.207530 0.294367 0.454334 0.786247 1.614920 5.212507
2026-01-25 0.144617 0.198291 0.282788 0.440027 0.771516 1.622359 5.571038
2026-02-01 0.137036 0.188395 0.269618 0.421762 0.745872 1.593195 5.709593
2026-02-08 0.133197 0.184254 0.265869 0.421136 0.760213 1.687034 6.744548
2026-02-15 0.131875 0.184034 0.268694 0.433397 0.806433 1.897278 9.113997
2026-02-22 0.128757 0.180756 0.266042 0.434543 0.826077 2.028530 11.314088
2026-03-01 0.125169 0.176556 0.261545 0.431562 0.834974 2.125915 13.608073
2026-03-08 0.121364 0.171850 0.255916 0.425810 0.835974 2.194959 15.949262
2026-03-15 0.117153 0.166325 0.248582 0.415992 0.825042 2.214000 17.707956